Anic Equity¶

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Total return since start: 0.688 %¶

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Equity now: -----------------------------> 51562.41 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48363.35 Kr¶

PnL: ---------------------------------------> -724.22 Kr¶

DD now: ---------------------------------> -0.735 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:34:52.888177'

Anic Portfolio¶

This Week¶

Return: 8.513 %¶

Total¶

Return: 68.838 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -3.000000 3321.000000 141.000000 4.430000 3180.000006
HMS Networks 2 2.420000 797.200000 124.200000 18.450000 673.000000
Nordea Bank Abp 29 0.770000 3558.880000 104.880000 3.040000 3453.999992
HEBA B 70 2.490000 2740.500000 104.500000 3.960000 2636.000010
SAAB B 8 0.300000 3427.200000 50.200000 1.490000 3377.000000
Swedbank A 3 1.750000 611.700000 47.700000 8.460000 564.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 0.830000 616.440000 42.440000 7.390000 573.999998
AcadeMedia 12 1.100000 597.840000 40.840000 7.330000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.790000 390.500000 35.500000 10.000000 355.000000
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
Intrum 4 1.850000 549.400000 22.400000 4.250000 527.000000
Eastnine 4 2.080000 511.200000 20.200000 4.110000 491.000000
OEM International B 7 1.030000 548.100000 20.100000 3.810000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Boozt 12 1.990000 1663.200000 9.200000 0.560000 1653.999996
Securitas B 6 1.130000 578.520000 8.520000 1.490000 570.000000
Coor Service Management Hold. 8 0.670000 537.600000 5.600000 1.050000 532.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.170000 250.080000 4.080000 1.660000 246.000000
Corem Property Group B 59 2.830000 579.680000 2.680000 0.460000 576.999999
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Midsona B 63 1.310000 582.750000 -0.250000 -0.040000 582.999984
Handelsbanken A 5 -0.140000 543.500000 -2.500000 -0.460000 546.000000
Sampo Oyj SDB 7 0.640000 3846.500000 -3.500000 -0.090000 3850.000000
CTEK 13 1.170000 505.700000 -28.300000 -5.300000 533.999999
International Petroleum Corp. 5 -0.360000 560.500000 -34.070000 -5.730000 594.565215
Essity B 2 -1.210000 538.800000 -35.200000 -6.130000 574.000000
Vivesto 1368 -0.150000 560.060000 -52.940000 -8.640000 612.999432
Beijer Electronics Group 27 0.720000 3024.000000 -60.000000 -1.950000 3083.999994
Essity A 4 -0.730000 1084.000000 -65.000000 -5.660000 1149.000000
Fasadgruppen Group 38 -3.280000 4028.000000 -113.000000 -2.730000 4140.999992
OX2 22 3.790000 1837.000000 -152.000000 -7.640000 1989.000002
Axfood 15 -3.870000 3877.500000 -422.500000 -9.830000 4300.000005
Ovzon 64 -0.750000 3372.800000 -623.200000 -15.600000 3996.000000
TOTAL 48374.300000 -713.270000 -0.71426% 49087.564636

Updated:¶

'2023-02-01 09:34:31.942040'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶